Related papers: A representation theorem for stochastic processes …
Multiway data analysis aims to uncover patterns in data structured as multi-indexed arrays, with multiway covariance playing a crucial role in many applications. However, the high dimensionality of multiway covariance presents significant…
In this paper we prove two theorems which resemble the classical cohomological and homological Brown representability theorems. The main difference is that our results classify small contravariant functors from spaces to spaces up to weak…
The study on the expressive power of transformers shows that transformers are permutation equivariant, and they can approximate all permutation-equivariant continuous functions on a compact domain. However, these results are derived under…
In a number of papers, Y. Sternfeld investigated the problems of representation of continuous and bounded functions by linear superpositions. In particular, he proved that if such representation holds for continuous functions, then it holds…
In this work, the operator-sum representation of a quantum process is extended to the probability representation of quantum mechanics. It is shown that each process admitting the operator-sum representation is assigned a kernel, convolving…
For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback…
In the past four decades, the notion of quantum polynomial-time computability has been mathematically modeled by quantum Turing machines as well as quantum circuits. This paper seeks the third model, which is a quantum analogue of the…
Paradoxically, while the assumptions of second-order stationarity and isotropy appear outdated in light of modern spatial data, they remain remarkably robust in practice, as nonstationary methods often provide marginal improvements in…
Derivation of two-time second-order correlation function by following approaches such as stochastic differential equation, coherent-state propagator, and quasi-statistical distribution function is presented. In the process, the time…
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
This paper establishes an extended representation theorem for unit-root VARs. A specific algebraic technique is devised to recover stationarity from the solution of the model in the form of a cointegrating transformation. Closed forms of…
We argue that the complex numbers are an irreducible object of quantum probability. This can be seen in the measurements of geometric phases that have no classical probabilistic analogue. Having complex phases as primitive ingredient…
We describe a model element able to perform universal stochastic approximations of continuous multivariable functions in both neuron-like and quantum form. The implementation of this model in the form of a multi-barrier, multiple-slit…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…